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Cliff Asness AQR Capital Management
AUM
$287B
Turnover
8.35%
1-Year Est. Return
42.33%
Cliff Asness is a co-founder of AQR Capital Management, a leading quantitative investment firm spanning equities, alternatives, and factor strategies. He is known for academic-informed research on value, momentum, and other systematic premia, as well as candid market commentary. Asness’s work bridges academic finance and large-scale institutional portfolio management.
This Fund
S&P 500
This Quarter Est. Return
+22.95%
1 Year Est. Return
+42.33%
3 Year Est. Return
+119.89%
5 Year Est. Return
+147.33%
10 Year Est. Return
+543.74%
AUM
$287B
AUM Growth
+$68.5B
(+31%)
Cap. Flow
+$37.5B
Cap. Flow % of AUM
Cap. Flow %
13.08%
Top 10 Holdings %
Top 10 Hldgs %
12.15%
Holding
3,986
New
247
Increased
2,455
Reduced
1,098
Closed
86
Avg Time Held
4.1
years
Top 10 Avg Time Held
3.3
years
Top 20 Avg Time Held
2.3
years
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
NVIDIA
NVDA
|
+$1.17B |
| 2 |
Apple
AAPL
|
+$849M |
| 3 |
Chevron
CVX
|
+$746M |
| 4 |
Synopsys
SNPS
|
+$643M |
| 5 |
Wells Fargo
WFC
|
+$633M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Micron Technology
MU
|
+$517M |
| 2 |
Booking.com
BKNG
|
+$488M |
| 3 |
Walmart Inc
WMT
|
+$414M |
| 4 |
Sandisk
SNDK
|
+$355M |
| 5 |
Cigna
CI
|
+$325M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 25.5% |
| 2 | Financials | 14.38% |
| 3 | Industrials | 14.2% |
| 4 | Consumer Discretionary | 10.53% |
| 5 | Healthcare | 10.4% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | Held Since | |
|---|---|---|---|---|---|---|---|
926
nLIGHT
LASR
$2.1B
| $36.9M | 0.01% |
529,520
-6,922
| -1% | -$483K |
2024 Q2
8 quarters
|
|
927
Walker & Dunlop
WD
$1.17B
| $36.7M | 0.01% |
671,312
+431,531
| +180% | +$21.8M |
2015 Q2
44 quarters
|
|
928
Mercury Insurance
MCY
$5.7B
| $36.7M | 0.01% |
343,942
-7,517
| -2% | -$740K |
2019 Q2
28 quarters
|
|
929
Ubiquiti
UI
$35.6B
| $36M | 0.01% |
67,472
-61,731
| -48% | -$46.6M |
2015 Q4
42 quarters
|
|
930
Riot Platforms
RIOT
$4.7B
| $35.9M | 0.01% |
1,310,980
+677,190
| +107% | +$15.3M |
2025 Q1
5 quarters
|
|
931
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$25.5B
| $35.8M | 0.01% |
50,915
+18,090
| +55% | +$12.1M |
2024 Q3
7 quarters
|
|
932
Corebridge Financial
CRBG
$15.2B
| $35.4M | 0.01% |
1,237,812
-382,064
| -24% | -$10.3M |
2023 Q3
11 quarters
|
|
933
Webull Corp
BULL
$3.05B
| $35.3M | 0.01% |
5,411,714
+2,078,792
| +62% | +$13.5M |
2026 Q1
1 quarter
|
|
934
ThredUp
TDUP
$263M
| $35.3M | 0.01% |
5,150,020
+4,062,111
| +373% | +$19M |
2024 Q3
7 quarters
|
|
935
Perrigo
PRGO
$2.21B
| $35.3M | 0.01% |
3,480,666
+2,797,863
| +410% | +$30.8M |
2019 Q3
27 quarters
|
|
936
Teleflex
TFX
$5.77B
| $35.2M | 0.01% |
280,637
+133,397
| +91% | +$17.1M |
2013 Q2
52 quarters
|
|
937
Terex
TEX
$5.86B
| $35.1M | 0.01% |
485,213
-62,172
| -11% | -$3.89M |
2016 Q2
40 quarters
|
|
938
Progress Software
PRGS
$1.9B
| $35M | 0.01% |
1,042,345
+652,620
| +167% | +$19.3M |
2017 Q4
34 quarters
|
|
939
Vanguard FTSE Emerging Markets ETF
VWO
$120B
| $35M | 0.01% |
585,643
+126,844
| +28% | +$7.45M |
2023 Q4
10 quarters
|
|
940
Rocket Lab Corp
RKLB
$33.6B
| $34.9M | 0.01% |
354,071
+206,872
| +141% | +$20.6M |
2024 Q4
6 quarters
|
|
941
Fortive
FTV
$18.2B
| $34.9M | 0.01% |
576,387
+65,234
| +13% | +$3.92M |
2016 Q3
39 quarters
|
|
942
Noble Corp
NE
$7.61B
| $34.8M | 0.01% |
933,679
+5,470
| +0.6% | +$262K |
2022 Q4
14 quarters
|
|
943
Realty Income
O
$53.8B
| $34.7M | 0.01% |
559,722
+30,976
| +6% | +$1.93M |
2013 Q2
52 quarters
|
|
944
Blue Bird Corp
BLBD
$1.97B
| $34.7M | 0.01% |
438,902
+59,405
| +16% | +$4.03M |
2023 Q1
13 quarters
|
|
945
Vanguard Russell 3000 ETF
VTHR
$4.86B
| $34.6M | 0.01% |
104,527
+14,232
| +16% | +$4.55M |
2024 Q2
8 quarters
|
|
946
Workiva
WK
$4.67B
| $34.6M | 0.01% |
713,213
+376,920
| +112% | +$19.4M |
2023 Q3
11 quarters
|
|
947
Avient
AVNT
$3.76B
| $34.4M | 0.01% |
936,044
+18,773
| +2% | +$680K |
2016 Q2
40 quarters
|
|
948
Visteon
VC
$1.89B
| $34.4M | 0.01% |
350,540
-54,474
| -13% | -$5.95M |
2022 Q3
15 quarters
|
|
949
Cohen & Steers
CNS
$3.65B
| $34.4M | 0.01% |
451,679
+210,989
| +88% | +$14.9M |
2022 Q4
14 quarters
|
|
950
Kura Oncology
KURA
$855M
| $34.3M | 0.01% |
3,126,727
+1,002,247
| +47% | +$9.46M |
2023 Q2
12 quarters
|
|
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Cliff Asness's Q2 2026 Portfolio in Review
As of Q2 2026, Cliff Asness held 3,986 positions worth $287B, up 31% from $218B the previous quarter. Its ten largest holdings account for 12% of the portfolio.
Cliff Asness deployed $37.5B of net new capital in Q2 2026, opening 247 new positions and adding to 2,455 existing holdings. Its largest new stake was FedEx Freight: 1,024,555 shares worth $155M.
By sector, the portfolio is most concentrated in Technology at 25% of assets, up from 22% a quarter earlier, followed by Financials and Industrials.
On the sell side, the largest reduction was Micron Technology, an estimated $517M trimmed.
- Cliff Asness's largest Q2 2026 buy was FedEx Freight: 1,024,555 shares worth $155M.
- Cliff Asness added most to NVIDIA in Q2 2026, an estimated $1.17B increase.
- Cliff Asness's biggest Q2 2026 reduction was Micron Technology, cutting an estimated $517M.
- Cliff Asness fully exited Masimo in Q2 2026, selling an estimated $147M.
- Cliff Asness's ten largest holdings make up 12% of its $287B portfolio in Q2 2026.
- Cliff Asness opened 247 new positions and closed 86 in Q2 2026.
- Cliff Asness's portfolio value rose 31% quarter-over-quarter to $287B.
Based on AQR Capital Management's 13F filing for Q2 2026, filed 14 Aug 2026.